+442.1%
RVMD vs DAR
-27.0%
+469.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | -10.4% | +11.6% | -22.0% | -12.8% |
| 30D | -11.0% | -10.2% | -0.7% | -8.8% |
| 3M | -14.7% | -14.8% | +0.1% | -11.8% |
| 6M | +14.9% | -10.1% | +25.0% | +16.8% |
| YTD | +116.3% | +55.5% | +60.8% | +89.1% |
| 1Y | +167.6% | +61.7% | +105.9% | +131.2% |
| 3Y | +776.8% | +37.2% | +739.6% | +654.9% |
| All | +442.1% | -27.0% | +469.1% | +499.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling